public static MovingAverageResult Ma(decimal[] input,
MovingAverageType maType,
int period,
Func <decimal[], decimal[], IndicatorSignal> maSignalLogic = null)
{
try
{
double[] output = new double[input.Length];
var result = Core.MovingAverage(0,
input.Length - 1,
Array.ConvertAll(input, item => (float)item),
period,
MovingAverageTypes.ToTaLib(maType),
out int outBeginIndex,
out int outElementsCount,
output);
if (result == Core.RetCode.Success)
{
var outputDecimal = new decimal[outElementsCount];
Array.Reverse(output);
Array.ConstrainedCopy(Array.ConvertAll(output, item => (decimal)item), outBeginIndex, outputDecimal, 0, outElementsCount);
Array.Reverse(outputDecimal);
return(new MovingAverageResult
{
Success = true,
IndicatorSignal = maSignalLogic != null?
maSignalLogic.Invoke(input, outputDecimal) : maDefaultSignalLogic.Invoke(input, outputDecimal),
Ma = outputDecimal
});
}
else
{
return(new MovingAverageResult
{
Success = false,
IndicatorSignal = IndicatorSignal.Stay,
Message = result.ToString()
});
}
}
catch (Exception ex)
{
return(new MovingAverageResult
{
Success = false,
IndicatorSignal = IndicatorSignal.Stay,
Message = ex.ToString()
});
}
}
public static StochasticResult Stochastic(decimal[] inputHigh,
decimal[] inputLow,
decimal[] inputClose,
int fastKPeriod,
MovingAverageType slowKMaType,
int slowKPeriod,
MovingAverageType slowDMaType,
int slowDPeriod,
Func <decimal[], decimal[], IndicatorSignal> stochSignalLogic = null)
{
try
{
var indicatorSignal = IndicatorSignal.Stay;
double[] outputSlowK = new double[inputHigh.Length];
double[] outputSlowD = new double[inputHigh.Length];
var result = Core.Stoch(0,
inputHigh.Length - 1,
Array.ConvertAll(inputHigh, item => (double)item),
Array.ConvertAll(inputLow, item => (double)item),
Array.ConvertAll(inputClose, item => (double)item),
fastKPeriod,
slowKPeriod,
MovingAverageTypes.ToTaLib(slowKMaType),
slowDPeriod,
MovingAverageTypes.ToTaLib(slowDMaType),
out int outBeginIndex,
out int outElementsCount,
outputSlowK,
outputSlowD);
if (result == Core.RetCode.Success)
{
var outputSlowKDecimal = new decimal[outElementsCount];
var outputSlowDDecimal = new decimal[outElementsCount];
Array.Reverse(outputSlowKDecimal);
Array.Reverse(outputSlowDDecimal);
Array.ConstrainedCopy(Array.ConvertAll(outputSlowK, item => (decimal)item), outBeginIndex, outputSlowKDecimal, 0, outElementsCount);
Array.ConstrainedCopy(Array.ConvertAll(outputSlowD, item => (decimal)item), outBeginIndex, outputSlowDDecimal, 0, outElementsCount);
Array.Reverse(outputSlowKDecimal);
Array.Reverse(outputSlowDDecimal);
indicatorSignal = stochSignalLogic != null?
stochSignalLogic.Invoke(outputSlowKDecimal, outputSlowDDecimal) :
stochDefaultSignalLogic.Invoke(outputSlowKDecimal, outputSlowDDecimal);
return(new StochasticResult
{
Success = true,
IndicatorSignal = indicatorSignal,
SlowK = outputSlowKDecimal,
SlowD = outputSlowDDecimal
});
}
else
{
return(new StochasticResult
{
Success = false,
IndicatorSignal = IndicatorSignal.Stay,
Message = result.ToString()
});
}
}
catch (Exception ex)
{
return(new StochasticResult
{
Success = false,
IndicatorSignal = IndicatorSignal.Stay,
Message = ex.ToString()
});
}
}
public static MacdResult MacdExt(decimal[] input,
MovingAverageType fastMaType,
int fastPeriod,
MovingAverageType slowMaType,
int slowPeriod,
MovingAverageType signalMaType,
int signalPeriod,
Func <decimal[], decimal[], decimal[], IndicatorSignal> macdExtSignalLogic = null)
{
try
{
var indicatorSignal = IndicatorSignal.Stay;
double[] outputMacd = new double[input.Length];
double[] outputSignal = new double[input.Length];
double[] outputHistogram = new double[input.Length];
var result = Core.MacdExt(0,
input.Length - 1,
Array.ConvertAll(input, item => (float)item),
fastPeriod,
MovingAverageTypes.ToTaLib(fastMaType),
slowPeriod,
MovingAverageTypes.ToTaLib(slowMaType),
signalPeriod,
MovingAverageTypes.ToTaLib(signalMaType),
out int outBeginIndex,
out int outElementsCount,
outputMacd,
outputSignal,
outputHistogram);
if (result == Core.RetCode.Success)
{
var outputMacdDecimal = new decimal[outElementsCount];
var outputSignalDecimal = new decimal[outElementsCount];
var outputHistogramDecimal = new decimal[outElementsCount];
Array.Reverse(outputMacd);
Array.Reverse(outputSignal);
Array.Reverse(outputHistogram);
Array.ConstrainedCopy(Array.ConvertAll(outputMacd, item => (decimal)item), outBeginIndex, outputMacdDecimal, 0, outElementsCount);
Array.ConstrainedCopy(Array.ConvertAll(outputSignal, item => (decimal)item), outBeginIndex, outputSignalDecimal, 0, outElementsCount);
Array.ConstrainedCopy(Array.ConvertAll(outputHistogram, item => (decimal)item), outBeginIndex, outputHistogramDecimal, 0, outElementsCount);
Array.Reverse(outputMacdDecimal);
Array.Reverse(outputSignalDecimal);
Array.Reverse(outputHistogramDecimal);
indicatorSignal = macdExtSignalLogic != null?
macdExtSignalLogic.Invoke(outputMacdDecimal, outputSignalDecimal, outputHistogramDecimal) :
macdDefaultSignalLogic.Invoke(outputMacdDecimal, outputSignalDecimal, outputHistogramDecimal);
return(new MacdResult
{
Success = true,
IndicatorSignal = indicatorSignal,
Macd = outputMacdDecimal,
Signal = outputSignalDecimal,
Histogram = outputHistogramDecimal
});
}
else
{
return(new MacdResult
{
Success = false,
Message = result.ToString()
});
}
}
catch (Exception ex)
{
return(new MacdResult
{
Success = false,
Message = ex.ToString()
});
}
}
public static BollingerBandsResult BollingerBands(decimal[] input,
int period,
double stdDevUp,
double stdDevDown,
MovingAverageType maType,
Func <decimal[], decimal[], decimal[], decimal[], IndicatorSignal> bBandsSignalLogic = null)
{
try
{
var indicatorSignal = IndicatorSignal.Stay;
double[] outputUp = new double[input.Length];
double[] outputMiddle = new double[input.Length];
double[] outputDown = new double[input.Length];
var result = Core.Bbands(0,
input.Length - 1,
Array.ConvertAll(input, item => (float)item),
period,
stdDevUp,
stdDevDown,
MovingAverageTypes.ToTaLib(maType),
out int outBeginIndex,
out int outElementsCount,
outputUp,
outputMiddle,
outputDown);
if (result == Core.RetCode.Success)
{
var outputUpDecimal = new decimal[outElementsCount];
var outputMiddleDecimal = new decimal[outElementsCount];
var outputDownDecimal = new decimal[outElementsCount];
Array.Reverse(outputUp);
Array.ConstrainedCopy(Array.ConvertAll(outputUp, item => (decimal)item), outBeginIndex, outputUpDecimal, 0, outElementsCount);
Array.Reverse(outputUpDecimal);
Array.Reverse(outputMiddle);
Array.ConstrainedCopy(Array.ConvertAll(outputMiddle, item => (decimal)item), outBeginIndex, outputMiddleDecimal, 0, outElementsCount);
Array.Reverse(outputMiddleDecimal);
Array.Reverse(outputDown);
Array.ConstrainedCopy(Array.ConvertAll(outputDown, item => (decimal)item), outBeginIndex, outputDownDecimal, 0, outElementsCount);
Array.Reverse(outputDownDecimal);
indicatorSignal = bBandsSignalLogic != null?
bBandsSignalLogic.Invoke(input, outputUpDecimal, outputMiddleDecimal, outputDownDecimal) :
IndicatorSignal.Stay;
return(new BollingerBandsResult
{
Success = true,
IndicatorSignal = indicatorSignal,
UpperBand = outputUpDecimal,
MiddleBand = outputMiddleDecimal,
LowerBand = outputDownDecimal
});
}
else
{
return(new BollingerBandsResult
{
Success = false,
IndicatorSignal = IndicatorSignal.Stay,
Message = result.ToString()
});
}
}
catch (Exception ex)
{
return(new BollingerBandsResult
{
Success = false,
IndicatorSignal = IndicatorSignal.Stay,
Message = ex.ToString()
});
}
}